+295.3%
NSC vs FE
+107.2%
+188.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | +2.6% | +5.2% | -2.6% | +0.6% |
| 3M | -5.8% | 0.0% | -5.8% | -5.9% |
| 6M | +2.1% | +5.0% | -2.9% | 0.0% |
| YTD | +12.7% | +7.9% | +4.8% | +9.1% |
| 1Y | +15.9% | +6.3% | +9.6% | +12.8% |
| 3Y | +74.0% | +46.0% | +28.0% | +47.9% |
| 5Y | +25.2% | +45.6% | -20.5% | +5.4% |
| All | +295.3% | +107.2% | +188.1% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling